Description

This analysis provides a forecast of ETC prices using a Seasonal ARIMA model with Box-Cox transformation. The forecast includes different scenarios:

The confidence levels used are 68%, 95%, and 99.7%, which means there is a corresponding probability that the actual price will fall within the Bear and Bull case range for each confidence level.

The purpose of this model is to help investors understand potential future price movements and make informed decisions based on different market scenarios.

Bear_0.997 Bear_0.95 Bear_0.68 Base Bull_0.68 Bull_0.95 Bull_0.997
2025-08-31 14.193169 16.204988 18.362441 20.843685 23.613883 26.606809 30.080274
2025-09-07 11.236814 13.983802 17.150269 21.051814 25.710048 31.072778 37.691845
2025-09-14 9.903632 13.021087 16.782427 21.620028 27.638207 34.837170 44.054367
2025-09-21 8.528442 11.799878 15.916568 21.422132 28.529543 37.326668 48.960292
2025-09-28 7.179876 10.410898 14.635899 20.489299 28.300008 38.264337 51.821080
2025-10-05 6.634575 10.012977 14.576970 21.090399 30.024775 41.710823 57.984663
2025-10-12 6.119538 9.588984 14.420612 21.507923 31.478716 44.820724 63.796869
2025-10-19 5.507522 8.956541 13.905554 21.362319 32.113463 46.818510 68.160037
2025-10-26 4.961260 8.362491 13.385044 21.148345 32.604217 48.599262 72.255292
2025-11-02 4.548335 7.929197 13.057579 21.174792 33.412212 50.824451 77.023986
2025-11-09 4.220573 7.596691 12.849350 21.350298 34.424548 53.356127 82.298019
2025-11-16 3.872517 7.196732 12.500909 21.276378 35.040484 55.315569 86.795082
2025-11-23 3.525487 6.773138 12.092234 21.093741 35.498349 57.089629 91.141811
2025-11-30 3.273198 6.488957 11.886721 21.216497 36.427112 59.596383 96.667650
2025-12-07 3.134843 6.391727 11.979419 21.820035 38.128984 63.324408 104.148372
2025-12-14 2.867616 6.033912 11.600429 21.609579 38.501113 65.004456 108.543659
2025-12-21 2.511999 5.474781 10.826702 20.673279 37.624192 64.675059 109.784966
2025-12-28 2.422908 5.420024 10.943373 21.277763 39.328456 68.491013 117.652876
2026-01-04 2.313612 5.314621 10.958452 21.699008 40.734477 71.868938 124.926036
2026-01-11 2.136757 5.055212 10.668389 21.552104 41.151792 73.642785 129.667371
2026-01-18 1.966887 4.793414 10.353395 21.336523 41.430831 75.186640 134.070411
2026-01-25 1.840094 4.610855 10.176721 21.363155 42.131035 77.447023 139.710767
2026-02-01 1.739870 4.476551 10.084310 21.540034 43.101831 80.188937 146.226426